I have a theory. Start as far back as you can imagine when people started living closer to one another and populations increased. From the earliest times local authorities, rulers or government type entities were put in place to control the people and put in place a set of guidelines or laws to control and manage the masses. As the population increased, so did civil unrest and crime, corruption and all the nasty things that go with it. Eventually, there was a large natural disaster that happened causing a great deal of death and destruction. While people were panic stricken there was one or more individuals that stepped up and said, "Do you see! You have angered the almighty! He sees your sins and evil ways and if you do not stop and do as he says, he will reign down more destruction... oh, and by the way, I speak for him so listen to what I say!" Bingo! Religion was born! It was a way to control the masses as populations increased by dividing them into smaller manageable sects/congregations/churches etc. All with a single goal to be good an obey the almighty so bad things won't happen. So what do you think?

I have a second theory that involves Earth being colonized by humans from a planet such as Mars as it was dying. The cosmic Adam & Eve colonized Earth and once they landed, the weaponized Globa Observation Droid (GOD) satellite stayed in orbit to reign down fire and brimstone (missles etc.) whenever needed. With their advanced technology they were able to perform all forms of miracles as they needed.

Or maybe religion provides peace and solice to individuals that want to believe in something greater than themselves. People want purpose and comfort and often find it in religion because it offers them hope and a promise of better things... (However, the GOD satellite isn't part of this reason...)